Share-o-matic - Assessment Pharmaceuticals

Assessment - Pharmaceuticals - 1/07/24 - RS = 26

		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26	Curr	⇓∅-RS
	L	SOM Pharmaceuticals	876.294	12/08/24	-0.05	838.652	4.49	824.522	14.130	1.71	USD	1.86
	L	UCB	153.850	12/08/24	-2.38	140.250	9.70	78.900	61.350	77.76	EUR	56.25
		Eli Lilly	884.380	12/08/24	-0.82	914.370	-3.28	582.920	331.450	56.86	USD	44.96
		Rovi	76.200	12/08/24	-0.59	86.800	-12.21	60.200	26.600	44.19	EUR	50.14
	L	Daiichi Sankyo	5,458.000	9/08/24	-1.16	5,427.000	0.57	3,872.000	1,555.000	40.16	JPY	21.80
		Otsuka	7,694.000	9/08/24	1.22	6,884.000	11.77	5,289.000	1,595.000	30.16	JPY	10.47
		Aspen Pharmacare	11.700	12/08/24	0.86	11.800	-0.85	9.600	2.200	22.92	EUR	17.85
	L	Alcon	79.560	12/08/24	-1.12	80.180	-0.77	65.640	14.540	22.15	CHF	11.19
		Sun Pharma	1,733.850	12/08/24	-0.08	1,520.100	14.06	1,259.450	260.650	20.70	INR	19.15
		Regeneron	1,121.090	12/08/24	-0.90	1,057.020	6.06	878.290	178.730	20.35	USD	21.37
	L	Genomma Lab	18.770	12/08/24		17.030	10.22	14.160	2.870	20.27	MXN	13.94
		Cipla	1,586.250	12/08/24	0.73	1,479.100	7.24	1,246.300	232.800	18.68	INR	23.43
	L	Divi's Laboratories	4,891.000	12/08/24	1.26	4,602.100	6.28	3,903.900	698.200	17.88	INR	23.37
	L	Lundbeck B	41.700	12/08/24	-0.71	38.600	8.03	32.760	5.840	17.83	DKK	8.91
		Merck (MSD)	113.480	12/08/24	-0.93	127.900	-11.27	109.020	18.880	17.32	USD	11.58
		Kyowa Kirin	2,966.500	9/08/24	0.17	2,772.000	7.02	2,370.000	402.000	16.96	JPY	4.91
	L	Moderna	81.290	12/08/24	-4.29	115.950	-29.89	99.450	16.500	16.59	USD	35.23
	L	AstraZeneca	12,780.000	12/08/24	0.63	12,304.000	3.87	10,600.000	1,704.000	16.08	GBP	15.63
	L	Vertex	464.510	12/08/24	-0.84	471.250	-1.43	406.890	64.360	15.82	USD	23.06
	L	Novartis	96.740	12/08/24	0.16	96.720	0.02	84.870	11.850	13.96	CHF	5.45
		AbbVie	190.180	12/08/24	0.13	170.370	11.63	154.970	15.400	9.94	USD	9.65
		Dr. Reddy's Labs	6,886.550	12/08/24	-1.81	6,353.700	8.39	5,797.900	555.800	9.59	INR	6.04
		Chugai	6,122.000	9/08/24	2.60	5,648.000	8.39	5,342.000	306.000	5.73	JPY	1.64
	L	Orion	43.810	12/08/24	-0.68	41.440	5.72	39.270	2.170	5.53	EUR	2.00
	L	Merck (EMD)	166.750	12/08/24	0.36	152.050	9.67	144.100	7.950	5.52	EUR	11.19
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26	Curr	⇓∅-RS
		GSK	1,572.000	12/08/24	0.42	1,526.000	3.01	1,450.200	75.800	5.23	GBP	5.65
	L	Ipsen	103.900	12/08/24	0.78	113.500	-8.46	107.900	5.600	5.19	EUR	8.20
	L	Hansoh Pharma	18.500	12/08/24	-2.22	16.320	13.36	15.760	0.560	3.55	HKD	32.80
		Takeda	4,069.000	9/08/24	0.52	4,192.000	-2.93	4,054.000	138.000	3.40	JPY	-3.24
	L	Sinopharm	20.200	12/08/24	1.10	20.750	-2.65	20.200	0.550	2.72	HKD	-2.10
		Sanofi	95.670	12/08/24	-0.60	91.850	4.16	89.760	2.090	2.33	EUR	-4.86
	L	Roche	277.800	12/08/24	0.25	250.100	11.08	244.500	5.600	2.29	CHF	0.61
	L	CSL	308.930	12/08/24	0.13	292.600	5.58	286.650	5.950	2.08	AUD	6.64
		Haleon	373.200	12/08/24	-1.01	324.700	14.94	321.650	3.050	0.95	GBP	-1.14
		Recordati	49.460	12/08/24	0.24	48.800	1.35	48.830	-0.030	-0.06	EUR	0.41
	L	Pfizer	28.450	12/08/24	-0.35	28.220	0.82	28.790	-0.570	-1.98	USD	-11.15
		Bavarian Nordic	193.150	12/08/24	0.60	171.650	12.53	177.450	-5.800	-3.27	DKK	0.03
	L	Eisai	5,570.000	9/08/24	1.07	6,680.000	-16.62	7,052.000	-372.000	-5.28	JPY	-14.78
	L	Astellas Pharma	1,630.500	9/08/24	-2.98	1,588.500	2.64	1,686.000	-97.500	-5.78	JPY	-16.10
		Abbott Labs	107.800	12/08/24	-0.84	103.200	4.46	110.070	-6.870	-6.24	USD	-2.50
	S	Shionogi	6,275.000	9/08/24	0.56	6,232.000	0.69	6,798.000	-566.000	-8.33	JPY	-10.21
	S	Ono Pharmaceutical	2,124.000	9/08/24	-1.62	2,221.000	-4.37	2,516.000	-295.000	-11.72	JPY	-16.46
		IDEXX Labs	479.930	12/08/24	-0.60	476.400	0.74	555.050	-78.650	-14.17	USD	0.66
	L	CSPC Pharmaceutical	5.930	12/08/24	1.02	6.220	-4.66	7.260	-1.040	-14.33	HKD	5.80
		Zhangzhou Pientze	208.000	12/08/24	-0.60	206.230	0.86	241.990	-35.760	-14.78	CNY	-10.83
	S	Gilead Sciences	72.990	12/08/24	-0.91	68.640	6.34	81.010	-12.370	-15.27	USD	-13.94
	S	Jiangsu Hengrui Med	43.630	12/08/24	2.85	38.270	14.01	45.230	-6.960	-15.39	CNY	-3.34
	L	Dermapharm	35.150	12/08/24	0.29	35.800	-1.82	42.340	-6.540	-15.45	EUR	-7.56
	L	Sumitomo Pharma	484.000	9/08/24	1.04	390.000	24.10	466.000	-76.000	-16.31	JPY	-22.23
	S	Bristol-Myers	47.060	12/08/24	0.73	41.300	13.95	51.310	-10.010	-19.51	USD	-22.23
		⇓instrument	freshest		⇓ Δday	1/07/24	⇓ Δwk	1/01/24	prc diff	Δ26	Curr	⇓∅-RS
	S	SK Biopharmaceutical	98,800.000	12/08/24	7.04	78,900.000	25.22	103,100.000	-24,200.000	-23.47	KRW	-10.35
		BioNTech	80.620	12/08/24	-0.22	78.830	2.27	105.540	-26.710	-25.31	USD	-11.62
	L	Boiron	30.800	12/08/24	0.82	30.000	2.67	40.220	-10.220	-25.41	EUR	-16.23
		Valneva	3.074	12/08/24	-1.28	3.254	-5.53	4.720	-1.466	-31.06	EUR	-30.18
		WuXi AppTec	41.380	12/08/24	-0.29	38.660	7.04	72.760	-34.100	-46.87	CNY	-29.23
		Euroapi	3.958	12/08/24	-3.04	2.544	55.58	5.730	-3.186	-55.60	EUR	-42.19
		WuXi Biologics	11.780	12/08/24	3.70	11.540	2.08	29.600	-18.060	-61.01	HKD	-50.24
Pharmaceuticals - 56 out of 56 instruments rated - 1/07/24 / 1/01/24 - 33 did rise, Market-Ratio(26) = 58.93 %

Technical Chart

	Pharmaceuticals RS = 26 - B/S = 60/40

4/01/21	scale up chart	1/07/24

Transactions Pharmaceuticals * 26 - 60/40 (2)

														⇐
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
2/01/06		30/07/07	574		- cash -
short	30/07/07	11/08/08	378		Chugai	50	736	JPY	6.787	5.667	8.128	1.341	20	10,987	19
					Cipla	50	267	INR	18.715	23.235	14.195	-4.520	-24	9,780	-23
100							-2							-2
long	11/08/08	13/10/08	63		Biotest	50	246	EUR	19.800	13.763		-6.037	-30	8,295	-88
					Alexion	50	206	USD	23.752	19.445		-4.307	-18	7,408	-69
100							-24							-80
short	13/10/08	24/08/09	315		Genfit	50	764	EUR	4.844	5.954	3.734	-1.110	-23	6,560	-26
					Innate Pharma	50	2,808	EUR	1.320	2.190	0.450	-0.870	-66	4,117	-71
100							-44							-49
long	24/08/09	19/07/10	329		Aspen Pharmacare	50	377	EUR	5.450	8.380		2.930	54	5,222	61
					Kangmei Pharma	50	515	CNY	3.998	5.277		1.279	32	5,880	36
100							43							49
short	19/07/10	8/11/10	112		Biotest	50	315	EUR	9.333	13.333	5.333	-4.000	-43	4,620	-84
					Ipsen	50	111	EUR	26.435	24.330	28.722	2.287	9	4,874	31
100							-17							-46
long	8/11/10	8/08/11	273		Virbac	50	20	EUR	119.940	106.450		-13.490	-11	4,605	-15
					Kangmei Pharma	50	272	CNY	9.088	7.500		-1.588	-17	4,172	-23
100							-14							-19
short	8/08/11	26/12/11	140		Genfit	50	825	EUR	2.526	1.585	4.026	1.500	59	5,410	237
					Ipsen	50	108	EUR	19.230	23.845	14.615	-4.615	-24	4,911	-51
100							18							53
long	26/12/11	21/09/15	1365		Alexion	50	34	USD	71.550	160.510		88.960	124	7,936	24
					Kyowa Kirin	50	267	JPY	9.250	17.780		8.530	92	10,213	19
100							108							22
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	21/09/15	18/07/16	301		Biotest	50	260	EUR	19.575	13.700	27.969	8.394	43	12,396	54
					Aspen Pharmacare	50	253	EUR	20.200	23.349	17.051	-3.149	-16	11,599	-19
100							14							17
long	18/07/16	24/10/16	98		Genomma Lab	50	291	MXN	19.890	20.350		0.460	2	11,733	9
					Sumitomo Pharma	50	301	JPY	19.250	19.000		-0.250	-1	11,658	-5
100							1							2
short	24/10/16	6/03/17	133		Bausch Health	50	207	CAD	28.080	21.940	35.938	7.858	28	13,285	97
					Genfit	50	308	EUR	18.930	21.520	16.340	-2.590	-14	12,487	-33
100							7							21
long	6/03/17	24/12/18	658		Incyte	50	46	USD	134.020	58.500		-75.520	-56	9,013	-37
					Ipsen	50	76	EUR	82.790	110.150		27.360	33	11,092	17
100							-11							-6
short	24/12/18	24/06/19	182		DBV Technologies	50	630	EUR	8.800	14.820	2.780	-6.020	-68	7,300	-90
					Aspen Pharmacare	50	723	EUR	7.670	6.318	9.311	1.641	21	8,486	48
100							-23							-42
long	24/06/19	5/08/19	42		IDEXX Labs	50	15	USD	275.010	260.070		-14.940	-5	8,262	-38
					Daiichi Sankyo	50	218	JPY	19.923	22.540		2.617	13	8,833	192
100							4							42
short	5/08/19	11/11/19	98		Eisai	50	80	JPY	54.750	74.710	34.790	-19.960	-36	7,236	-82
					Hanmi Science	50	107	KRW	41.600	41.200	42.004	0.404	1	7,279	4
100							-18							-51
long	11/11/19	16/03/20	126		Genomma Lab	50	173	MXN	20.940	17.030		-3.910	-19	6,603	-45
					Jiangsu Hengrui Med	50	41	CNY	88.880	82.050		-6.830	-8	6,323	-21
100							-13							-34
L/S	date buy	date sell	days		instrument	spl	pieces	Curr	prc buy	prc sell	ps short	prc diff	d %	asset	yield
short	16/03/20	13/04/20	28		Canopy Growth	50	21	CAD	144.200	200.600	87.800	-56.400	-39	5,138	-100
					Ipsen	50	80	EUR	40.780	54.600	26.960	-13.820	-34	4,033	-100
100							-36							-100
long	13/04/20	24/01/22	651		Regeneron	50	3	USD	517.020	621.480		104.460	20	4,346	11
					Chugai	50	54	JPY	45.217	36.920		-8.297	-18	3,898	-11
100							-3							-2
short	24/01/22	12/12/22	322		Canopy Growth	50	20	CAD	93.500	40.200	217.469	123.969	133	6,377	160
					DBV Technologies	50	777	EUR	2.610	2.620	2.600	-0.010	0	6,370	0
100							63							74
long	12/12/22	2/01/23	21		Gilead Sciences	50	35	USD	88.540	85.850		-2.690	-3	6,275	-42
					Eisai	50	34	JPY	95.800	87.040		-8.760	-9	5,978	-81
100							-6							-67
short	2/01/23	27/03/23	84		Bausch Health	50	351	CAD	8.500	10.170	6.830	-1.670	-20	5,391	-61
					Canopy Growth	50	95	CAD	31.400	25.700	38.364	6.964	22	6,053	139
100							1							6
long	27/03/23	23/10/23	210		IDEXX Labs	50	6	USD	489.050	427.720		-61.330	-13	5,685	-21
					Daiichi Sankyo	50	66	JPY	46.940	42.150		-4.790	-10	5,369	-17
100							-11							-19
short	23/10/23	29/04/24	189		Moderna	50	34	USD	78.640	111.620	45.660	-32.980	-42	4,248	-65
					Euroapi	50	561	EUR	4.804	2.918	7.909	3.105	65	5,990	162
100							12							24
long	29/04/24	12/08/24	105		UCB	50	24	EUR	123.550	153.850		30.300	25	6,717	114
					Rovi	50	36	EUR	82.700	76.200		-6.500	-8	6,483	-25
100							8							32
accum	30/07/07	12/08/24	6507	days out of 7081 invested (92%)								-35		6,483	-2

Instrument Related Contribution

instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Canopy Growth	short	16/03/20	13/04/20	28	144.20	200.60	87.80	-56.40	-39.11	50	-19.56
	short	24/01/22	12/12/22	322	93.50	40.20	217.47	123.97	132.59		66.29
	short	2/01/23	27/03/23	84	31.40	25.70	38.36	6.96	22.18		11.09	48.61
Alexion	long	11/08/08	13/10/08	63	23.75	19.45		-4.31	-18.13		-9.07
	long	26/12/11	21/09/15	1365	71.55	160.51		88.96	124.33		62.17	47.46
Kyowa Kirin	long	26/12/11	21/09/15	1365	9.25	17.78		8.53	92.22		46.11	46.11
Euroapi	short	23/10/23	29/04/24	189	4.80	2.92	7.91	3.11	64.63		32.32	32.32
Aspen Pharmacare	long	24/08/09	19/07/10	329	5.45	8.38		2.93	53.76		26.88
	short	21/09/15	18/07/16	301	20.20	23.35	17.05	-3.15	-15.59		-7.79
	short	24/12/18	24/06/19	182	7.67	6.32	9.31	1.64	21.40		10.70	29.51
UCB	long	29/04/24	12/08/24	105	123.55	153.85		30.30	24.52		12.26	12.26
Regeneron	long	13/04/20	24/01/22	651	517.02	621.48		104.46	20.20		10.10	10.10
Genfit	short	13/10/08	24/08/09	315	4.84	5.95	3.73	-1.11	-22.91		-11.46
	short	8/08/11	26/12/11	140	2.53	1.59	4.03	1.50	59.37		29.69
	short	24/10/16	6/03/17	133	18.93	21.52	16.34	-2.59	-13.68		-6.84	6.97
Kangmei Pharma	long	24/08/09	19/07/10	329	4.00	5.28		1.28	31.99		15.99
	long	8/11/10	8/08/11	273	9.09	7.50		-1.59	-17.48		-8.74	5.86
Bausch Health	short	24/10/16	6/03/17	133	28.08	21.94	35.94	7.86	27.99		13.99
	short	2/01/23	27/03/23	84	8.50	10.17	6.83	-1.67	-19.65		-9.82	2.79
Daiichi Sankyo	long	24/06/19	5/08/19	42	19.92	22.54		2.62	13.13		6.57
	long	27/03/23	23/10/23	210	46.94	42.15		-4.79	-10.20		-5.10	1.13
Hanmi Science	short	5/08/19	11/11/19	98	41.60	41.20	42.00	0.40	0.97		0.49	0.49
Chugai	short	30/07/07	11/08/08	378	6.79	5.67	8.13	1.34	19.76		9.88
	long	13/04/20	24/01/22	651	45.22	36.92		-8.30	-18.35		-9.17	-0.20
Sumitomo Pharma	long	18/07/16	24/10/16	98	19.25	19.00		-0.25	-1.30		-0.65	-0.65
instrument	L/S	date buy	date sell	days	prc buy	prc sell	ps short	prc diff	d %	spl	d_i %	total
Gilead Sciences	long	12/12/22	2/01/23	21	88.54	85.85		-2.69	-3.04		-1.52	-1.52
Jiangsu Hengrui Med	long	11/11/19	16/03/20	126	88.88	82.05		-6.83	-7.68		-3.84	-3.84
Rovi	long	29/04/24	12/08/24	105	82.70	76.20		-6.50	-7.86		-3.93	-3.93
Virbac	long	8/11/10	8/08/11	273	119.94	106.45		-13.49	-11.25		-5.62	-5.62
Genomma Lab	long	18/07/16	24/10/16	98	19.89	20.35		0.46	2.31		1.16
	long	11/11/19	16/03/20	126	20.94	17.03		-3.91	-18.67		-9.34	-8.29
IDEXX Labs	long	24/06/19	5/08/19	42	275.01	260.07		-14.94	-5.43		-2.72
	long	27/03/23	23/10/23	210	489.05	427.72		-61.33	-12.54		-6.27	-8.82
Ipsen	short	19/07/10	8/11/10	112	26.44	24.33	28.72	2.29	8.65		4.33
	short	8/08/11	26/12/11	140	19.23	23.85	14.62	-4.62	-24.00		-12.00
	long	6/03/17	24/12/18	658	82.79	110.15		27.36	33.05		16.52
	short	16/03/20	13/04/20	28	40.78	54.60	26.96	-13.82	-33.89		-16.94	-11.15
Cipla	short	30/07/07	11/08/08	378	18.72	23.24	14.20	-4.52	-24.15		-12.08	-12.08
Biotest	long	11/08/08	13/10/08	63	19.80	13.76		-6.04	-30.49		-15.24
	short	19/07/10	8/11/10	112	9.33	13.33	5.33	-4.00	-42.86		-21.43
	short	21/09/15	18/07/16	301	19.58	13.70	27.97	8.39	42.88		21.44	-19.13
Moderna	short	23/10/23	29/04/24	189	78.64	111.62	45.66	-32.98	-41.94		-20.97	-20.97
Eisai	short	5/08/19	11/11/19	98	54.75	74.71	34.79	-19.96	-36.46		-18.23
	long	12/12/22	2/01/23	21	95.80	87.04		-8.76	-9.14		-4.57	-21.97
Incyte	long	6/03/17	24/12/18	658	134.02	58.50		-75.52	-56.35		-28.17	-28.17
Innate Pharma	short	13/10/08	24/08/09	315	1.32	2.19	0.45	-0.87	-65.91		-32.95	-32.95
DBV Technologies	short	24/12/18	24/06/19	182	8.80	14.82	2.78	-6.02	-68.41		-34.20
	short	24/01/22	12/12/22	322	2.61	2.62	2.60	-0.01	-0.38		-0.19	-34.33

Annotations

18/07/22	GlaxoSmithKline	demergers OTC business -> Haleon
27/06/22	Lundbeck	splits into one A and four B shares (1:(1+4))
6/07/15	Pharma	Best Long throws a signal for Kangmei. Due to the high volatility in China this should be handled with care.
14/03/15	Pharma	complete analysis


	is taking down something concerning